Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47602.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46204.48 Kr¶

PnL: ---------------------------------------> -684.09 Kr¶

DD now: ---------------------------------> -2.113 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 13:37:36.851996'

Anic Portfolio¶

Today¶

Return: 0.158 %¶

This Week¶

Return: 0.158 %¶

Total¶

Return: 55.838 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 1.750000 3195.000000 268.000000 9.160000 2927.000000
HMS Networks 2 0.260000 782.000000 109.000000 16.200000 673.000000
Nordea Bank Abp 29 0.660000 3538.000000 84.000000 2.430000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 0.210000 468.000000 47.000000 11.160000 421.000000
SAAB B 8 -0.050000 3418.400000 41.400000 1.230000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.830000 384.600000 29.600000 8.340000 355.000000
AcadeMedia 12 1.240000 586.560000 29.560000 5.310000 557.000004
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
Swedbank A 3 0.460000 592.050000 28.050000 4.970000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.880000 543.200000 16.200000 3.070000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.840000 577.200000 7.200000 1.260000 570.000000
Corem Property Group B 59 -4.860000 583.810000 6.810000 1.180000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.620000 577.800000 0.800000 0.140000 577.000002
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 561.750000 -0.250000 -0.040000 562.000005
Handelsbanken A 5 0.690000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
CTEK 13 -0.660000 506.220000 -27.780000 -5.200000 533.999999
Essity B 2 1.760000 543.800000 -30.200000 -5.260000 574.000000
Sampo Oyj SDB 7 1.020000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -2.000000 562.500000 -32.070000 -5.390000 594.565215
Vivesto 1368 2.020000 565.260000 -47.740000 -7.790000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.760000 3528.200000 -227.800000 -6.060000 3756.000001
Ovzon 52 -2.240000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 46204.480000 -684.090000 -2.11267% 46888.564618

Updated:¶

'2023-01-30 13:37:50.539326'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶